To begin with lets create a new Windows Phone 7.1 Expression Blend project and go to the "Behaviors" tab. As you can see on the next pictures 4 new behaviors have been added. To use them just "drag" and "drop" the target Action/Behavior on the design surface:

Here is a table that describes each one of the behaviors main features:

1.CallMethodAction

Calls a method on the target object. The method being called must be a public method that takes no arguments and does not return a value or a public method whose signature matches that of an event handler.

Here is how CallMethodAction Properties tab should look like:

3.SetDataStoreValueAction

Changes the value of a property and optionally animates the property change over a duration of time.

Here is how SetDataStoreValueAction Properties tab should look like:

2.DataStateBehavior

Toggles between two states based on a conditional statement. Usually you can compare two values: one value comes from a binding and the other one you can declare explicitly.

Here is how DataStateBehavior Properties tab should look like:

4.InvokeCommandAction

Although this action was available(but was not fully functional) in the previous release as well, the main difference in Mango is that InvokeCommandAction now has a Command property that can be bound to!

Invokes a specified ICommand. (the target object that contains the command that you want to invoke.)

Here is how InvokeCommandAction Properties tab should look like:

NOTE: You can find all behaviors in Microsoft.Expression.Interactions.Dll assembly only InvokeCommandAction is declared in System.Windows.Interactivity.dll.

Here is how the new Mango behaviors look like in Expression Blend "Objects and Timeline" tab: